How would I go about building a cistern for rainwater collection to irrigate my garden?

The Texas guide to rainwater harvesting has a bunch of information on cisterns including build-your-own options: http://www.twdb.state.tx.us/publications/reports/RainwaterHarvestingManual_3rdedition.pdf

Another resource is: http://www.sustainablebuildingcentre.com/forumtopic/rainwater_collection_systems

And see the Sun Eagle case study here: http://www.sustainablebuildingcentre.com/forum-topic/2006_ecohome_tour_houses_on_salt_spring_island

And a provider of services here: http://www.sustainablebuildingcentre.com/rainwater_connection

Also, Rainwater for the Mechanically Challenged is a great guide.